On 8/6/2013 4:11 PM, Vsh wrote: > Hi everyone, > How should i set/define STRICT inequalities both linear and nonlinear > (i.e. nlconst) when using fmincon for a minimization problem. > > Thanks in advance for any tips/suggestions/references
TolCon defines the allowable error in satisfying constraints. So, for bounds, set the lower bound to lb+TolCon, or upper bound to ub-TolCon.
For nonlinear constraints, it depends on the local gradient of your constraint function, but essentially do the same, set c(x)+TolCon or some such thing.
This procedure does not necessarily work the way you might expect, which is why it is not documented, but maybe it will help you.
Alan Weiss MATLAB mathematical toolbox documentation